Main
Robert Pikmets
robertpikmets@gmail.com linkedin.com/in/robert-pikmets github.com/robertpikmets +372 5332 7319
Work Experience
Quantitative Developer
PrismFP
Tallinn, Estonia
Present - 2021
- Developing Python microservices backend, Flask applications and REST APIs
- Building automated and unit tested models/reports using Python and Airflow that create actionable signals to traders in the context of global financial derivatives markets
- Migrated services built in R to containers using Docker, Helm and Kubernetes and built the CI/CD pipelines in GitLab
Data Analyst
Eesti Energia
Tallinn, Estonia
2021 - 2020
- Developed supervised learning models, automated data collection and performed forecasting, data analysis and visualisation
- Automated a time-critical business process by creating an XML file generator and setting up automatic scheduling
- Developed an optimisation and pricing model for the entire Baltic-Finnish natural gas market
Education
MSc Actuarial and Financial Engineering, cum laude
University of Tartu
Tartu, Estonia
2021 - 2019
- Relevant subjects include Machine Learning, Mathematical Statistics, Time Series Analysis, Introduction to Databases, Generalized Linear Models, Seminar in Statistical Learning, Data Munging and Visualisation
- For my master’s thesis I processed 10M+ rows of data and developed LASSO models with 100+ features based on a rolling window training algorithm (https://github.com/robertpikmets/Elbas-Lasso)
BSc Accounting and Finance
University of Warwick
Coventry, United Kingdom
2019 - 2016
Extracurricular activities
Personal blog on data science projects (on hiatus currently)
N/A
2021
- Tackled a credit approval classification problem with logistic regression and random forest algorithm
- Developed a predictive model for electricity price time series with complex seasonal patterns
- Collected data on chess games through API and predicted my own chess games’ outcome
Executive member and chess team captain
University of Warwick Chess Society
Coventry, United Kingdom
2019 - 2018
- Largest British university chess society and elected as English Chess Federation’s Club of the Year 2019
- My main responsibilities were organising several chess tournaments hosting 70+ players, composing teams for weekly competitive league matches and running weekly chess club nights for students
Skills
- Languages - Python, SQL, R, Bash, VBA
- Tools/frameworks - Flask, PostgreSQL, Git, Docker, Helm, CI/CD, Linux, Cloud services (AWS)
- Software engineering skills - Unit testing, REST APIs, building ETL pipelines, agile framework